While Mac OS X hides file extensions by default, you can choose to show all file extensions, overriding the "Hide extension" setting in the "Get Info" window. To do this, click on the desktop to activate the Finder if is not already active and select "Preferences..." from the Finder menu.
Then click on the Advanced tab in the Finder Preferences window as shown below:
Finally, check the "Show all file extensions" box. All file extensions will now be visible both on the desktop and in open windows. If you want to hide file extensions again, simply open the Finder Preferences window and uncheck the box.